Sentences with phrase «risk of a momentum strategy»

The obvious way to combine strategies is to use leverage: for example, to reduce the market risk of a momentum strategy as much as possible, to do the same thing with a value strategy, and then to borrow money at a low rate in order to get exposure to both.

Not exact matches

«With the US labor market recovery gaining momentum, the hope for stronger global growth in 2014 is motivating investors to take on risk,» said Kathy Lien, managing director of FX Strategy at BK Asset Management.

In their November 2017 paper entitled «Risk Adjusted Momentum Strategies: A Comparison between Constant and Dynamic Volatility Scaling Approaches», Minyou Fan, Youwei Li and Jiadong Liu compare performances of five futures momentum strategies and two benMomentum Strategies: A Comparison between Constant and Dynamic Volatility Scaling Approaches», Minyou Fan, Youwei Li and Jiadong Liu compare performances of five futures momentum strategies and two bStrategies: A Comparison between Constant and Dynamic Volatility Scaling Approaches», Minyou Fan, Youwei Li and Jiadong Liu compare performances of five futures momentum strategies and two benmomentum strategies and two bstrategies and two benchmarks:

In their September 2016 paper entitled «Risk - Managed Industry Momentum and Momentum Crashes», Klaus Grobys, Joni Ruotsalainen and Janne Aijo investigate the profitability of risk - managed industry momentum strategRisk - Managed Industry Momentum and Momentum Crashes», Klaus Grobys, Joni Ruotsalainen and Janne Aijo investigate the profitability of risk - managed industry momentum strMomentum and Momentum Crashes», Klaus Grobys, Joni Ruotsalainen and Janne Aijo investigate the profitability of risk - managed industry momentum strMomentum Crashes», Klaus Grobys, Joni Ruotsalainen and Janne Aijo investigate the profitability of risk - managed industry momentum strategrisk - managed industry momentum strmomentum strategies.

While the other party leaders grapple with their own futures — Mr Clegg to hold on to his leadership; Mr Miliband to ponder whether he needs to adapt his «no risk» strategy to get into Number Ten; and Mr Cameron to try to deliver progress on EU reform sooner rather than later and to head off calls for an electoral pact with UKIP — Mr Farage has the luxury of planning his next steps while momentum is on his side.

In the absence of foresight, a diversified strategy that combines different information sources (fundamentals, value, risk appetite and technicals), trading strategies (momentum and contrarian) and holding periods (daily, weekly and monthly) far outperforms narrower approaches over the longer term.

Swing Trading Bilateral Trade Setups Exploring Market Physics Pattern Cycles: Declines Reversals Tops Highs Trends Breakouts Bottoms Scanning Tips and Techniques The Profitable Trader Trading Execution Zone Trading with Stage Analysis 20 Golden Rules for Traders 20 Rules for Effective Trade Execution 20 Rules to Stop Losing Money Bottoms & Tops Adam & Eve & Adam Adam & Eve Tops Hell's Triangle Lowdown on Bottoms The Big W Corrections Anticipating a Selloff 5 Wave Declines Selling Declines Surviving Bear Markets Common Pitfalls of Selling Short Indicators Bollinger Bands Tactics Five Fibonacci Tricks Fun with Fibonacci Moving Average Crossovers Overbought / Oversold Overload Time Trading Voodoo Trading Market Dynamics Clear Air Cutting Losses Effective Market Timing Exit Strategies Greed and Fear Measuring Reward: Risk Pattern Failure Playing Failed Failures Breakouts Breakout Trading Catch The Dow and Elliott Waves False Breakouts and Whipsaws Morning Gap Strategies The Gap Primer Trend, Direction and Timing Trend Waves Triangle Trading Day Trading 3 - D Trade Execution Bid - Ask Pullback Day Trading Tale of the Tape Tape Reading New Highs Mastering The Momentum Trade Momentum Cycles Uncharted Territory

The risk side of the equation must be addressed in detail, or the momentum strategy will fail.

However, I have been reading «Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk» by Gary Antonaccy and his Dual Momentum Strategy does not have any of the negatives you just mentioned.

Ultimately, the equity investor will haul in a larger alpha catch by emulating the skilled fisherman: first, identifying a promising location (i.e., small cap stocks), then using multiple lines and hooks (i.e., implementing value, momentum, and quality strategies to exploit the chum of risk and mispricing in each), and lastly, dangling the lure of skilled active management to tease out the smallest trading costs possible.

In their November 2017 paper entitled «Risk Adjusted Momentum Strategies: A Comparison between Constant and Dynamic Volatility Scaling Approaches», Minyou Fan, Youwei Li and Jiadong Liu compare performances of five futures momentum strategies and two benMomentum Strategies: A Comparison between Constant and Dynamic Volatility Scaling Approaches», Minyou Fan, Youwei Li and Jiadong Liu compare performances of five futures momentum strategies and two bStrategies: A Comparison between Constant and Dynamic Volatility Scaling Approaches», Minyou Fan, Youwei Li and Jiadong Liu compare performances of five futures momentum strategies and two benmomentum strategies and two bstrategies and two benchmarks:

Putting the 12 individual strategies together in a single portfolio6 delivers a package of carry, momentum, and value that provides the potential for strong absolute returns at moderate levels of risk and leverage.

We began by borrowing from our Dynamic Asset Allocation strategy the notion of applying momentum across risk categories rather than within them as we have always done in Upgrading.

Smart beta strategies capture the power of factors — broad and historically rewarded drivers of returns such as value (buying cheap) and momentum (trending upward)-- to seek higher returns or lower risk.

In the April 2013 version of his paper entitled «Easy Volatility Investing» (the National Association of Active Investment Managers» 2013 Wagner Award runner - up), Tony Cooper explores the rewards and risks of five volatility trading strategies including simple buy - and - hold, price momentum, futures roll yield capture, volatility risk premium capture and dynamic hedging.

You can do this through the use of price action strategies, a favorable risk to reward ratio as well as trading with the momentum.

The resulting collapse / convergence in global interest rates & spreads, the implacable compression & decline in volatility / momentum, the restriction / regulation of banks» proprietary risk, numerous FX scandals, the replacement of human traders by algo - trading, the near extinction of FX & macro funds, all served to disrupt and suppress currency for return & dynamic hedging strategies.

Accordingly, two predominant risks characterize a momentum strategy: substantial drawdowns, or crashes, and a crowded momentum trade, which makes the trading costs high enough to obliterate the alpha of the strategy for the careless momentum surfer.

The substantial risk from these interrelated forces — drawdowns and the crowded trade — act as a very practical and meaningful deterrent to more widespread adoption of a momentum investing strategy, even though it has been proven to be robustly profitable.

Being cognizant of these risks, how can an investor best exploit the insights of a momentum strategy?

Antonacci is author of the award - winning book, «Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk» (McGraw - Hill, 2014).

«Building on the momentum of our successful fixed income solutions — from total returns, to liability driven investments, to overlay strategies — our Defensive Risk Premia strategy reinforces our deep expertise and relentless focus on alpha - generating strategies,» says Richard Familetti, President and CIO, Ryan Labs.

There are strategies targeting single risk - factor exposure (e.g., value, low volatility, momentum, quality, or size), those employing alternative weighting methods (e.g., fundamental, dividend, or equal weight) and a smaller, but expanding, set of multifactor strategies coming to market.